V-Lab
S&P GSCI Industrial Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:11.25% (+5.29%)
Analysis last updated: Tuesday, November 5, 2024 at 12:00 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.9070 | 9069670.00 | |
| 0.0037 | 36950.00 | |
| 0.1787 | 1786770.00 | |
| 0.9766 | 976603.00 | |
| 0.2066 | 206638.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Nov 1, 2024
Jan 2, 1990 to Nov 1, 2024
News Impact Curve
Volatility Forecasts
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